“Game of Thrones” fans got much more than a sneak peek of season 4 at HBO’s sold-out fan event held at Barclays Center last night. A marching band played the show’s theme song, followed by a performance by Common, rapping “The Ladder” from HBO’s “Thrones” mixtape. One fan even won his own life-sized Iron Throne, which sells for $30,000 at the HBO store.

Rapper Common performed a song from the “Game of Thrones” mixtape.

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But the big gasps and screams came when Kristian Nairn, who plays Hodor, walked on stage. “I didn’t expect it,” said the towering actor afterward. “You feel all the love and it’s just—it gets me quite emotional.” Belfast-based Nairn, who is also a DJ, emceed the event, but he said he’s never managed a 7,000-strong crowd before. “If anyone wants to book me for an arena, I’ll happily do it.”

Nairn introduced “Game of Thrones” author George R.R. Martin, who received a standing ovation. The 65-year-old fantasy writer said although he couldn’t see most of the audience because of the lights, he certainly heard them. “You feel like Bruce Springsteen for a few minutes,” Martin told Speakeasy. “You walk out and they roar.”

“My wife and I go to a lot of Bruce Springsteen concerts, so we’re on the other side of it there with people roaring,” he added. “I almost burst into ‘Glory Days’ but I decided not to.”

Martin introduced other visiting cast members, including Maisie Williams (Arya), John Bradley (Samwell) and Sibel Kekilli (Shae). Each actor, as he or she walked onstage, seemed equally shocked at the rousing reception. “Holy…,” said Kekilli to the crowd.

“You can’t compare it to Germany,” she said, comparing the fan response to that in her home country. “They are really crazy, but not that crazy like here.”

“I even saw a picture of Madonna; she was dressed up like Khaleesi,” she said.

Bradley, who visited the Journal Tuesday, charmed the crowd with his humorous answers, including descriptions of the painfully cold weather in Iceland, as well as choosing Jaime Lannister as the other character he’d most like to play. “Don’t laugh,” he told the audience.

Afterward, Bradley told us that the surprise factor created a nice atmosphere. “That instantly injects a lot of energy and goodwill into the room.”

When asked if his characters were inspired by real-life individuals, Martin quipped: “I am tempted to say Tywin Lannister was inspired by Vladimir Putin, but it wouldn’t be true.” (Tywin, played by Charles Dance on the show, is one of the most ruthless and calculating characters in a series chock-full of ruthless and calculating personalities.)

Thousands of fans who attended the event had to surrender their phones at check-in as part of HBO’s plan to prevent early leaks of the episode. “It’s like living in the stone ages,” one fan was overheard saying; he had to borrow a stranger’s phone to look up directions after the event. “I have to make plans ahead of time?”

Ben Young constructed his Jaime Lannister costume out of cardboard, paper, spray paint and paper fasteners.

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Others seemed eager to embrace the medieval-like trappings of Westeros. Ben Young spent about three days constructing his own Jaime Lannister costume out of cardboard, paper, spray paint and paper fasteners. One of Young’s favorite plots from season 3 involved Jaime’s interaction with Brienne of Tarth, the tough swordswoman.

Brendan Murphy, who spent two years on his costume, and Dany (short for Danielle) Kane dressed up as Jon Snow and Daenerys Targaryen.

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“It was somebody that didn’t respect him, and that actually proved themselves to be superior in battle, and then he had to realize who he was.”

Dany (short for Danielle) Kane and Brendan Murphy dressed as their respective favorite characters, Daenerys Targaryen and Jon Snow. “He’s been working on this for two years,” said Kane of their costumes. “I made mine in like two weeks.”

The pair hope to see season 4 align more closely with the books. “They started deviating the last season from the books,” said Murphy. “It’s the little differences that people who read the books notice once in a while, but they’re doing a really good job.”

Victor Figueroa didn’t dress up for the event, but instead sat quietly in his seat with his nose buried in the first book in the series. “I’m rereading the books,” he said. “I have the second one here now and the others at home.”

Since he knows the general plots outlined in the book, Figueroa said he is eager to watch the action unfold this season. “It’s going to be a constant barrage of awesomeness.”

George R.R. Martin and Kristian Nairn greeted Mike Ross, who won the life-sized Iron Throne.

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Rereading the books might be one tactic fans are employing as they await Martin’s completion of “The Winds of Winter,” the sixth book in “A Song of Ice and Fire” series.

Martin had no problem taking jabs at himself on stage about the pressure to finish. “I’m working on it!” he said to Nairn, when the actor hadn’t even posed a question yet.

And when fan Mike Ross of Hoboken, N.J., went onstage to claim his Iron Throne prize, Martin declared him “King Mike.” Martin, about to leave the stage, said: “King Mike has commanded me to finish the new book.”

About Speakeasy

Speakeasy is a blog covering media, entertainment, celebrity and the arts. The publication is produced by Barbara Chai and Jonathan Welsh with contributions from the Wall Street Journal staff and others. Write to us at speakeasy@wsj.com or follow us on Twitter at @WSJSpeakeasy or individually @barbarachai.